ALM Regulatory Strategy VP

Job description

Job Description Purpose of the role: To model, measure and manage the bank’s financial balance sheet to report and optimise its risk profile and profitability by analysing the bank's assets and liabilities and developing strategies to manage interest rate risk on the banking book and other ALM risks. Accountabilities: - Identification, modelling and measurement of the bank’s interest rate risk including the reporting of risks internally and externally. - Development and implementation of strategies to manage the bank's interest rate risk in the banking book, including management of the bank's exposure to changes in interest rates and development of hedging strategies. - Management of the bank's banking book balance sheet to optimize the allocation of assets and liabilities, and to ensure that the bank's liquidity, interest rate, and foreign exchange risks are appropriately managed within internal and external tolerance. - Management of the bank's structural interest rate risk capital position to ensure compliance with regulatory requirements and to support the bank's growth and profitability objectives. - Development and implementation of financial models to analyse the bank's bala...